+356.3%
IGV vs HSY
+130.0%
+226.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -0.9% |
| 7D | -5.4% | -0.4% | -5.0% | -5.3% |
| 30D | -2.6% | -3.4% | +0.8% | -2.1% |
| 3M | +10.5% | -0.5% | +11.0% | +10.4% |
| 6M | +18.2% | -19.1% | +37.3% | +22.7% |
| YTD | -4.2% | -2.1% | -2.2% | -5.3% |
| 1Y | -9.8% | -3.2% | -6.6% | -10.8% |
| 3Y | +39.1% | -8.8% | +47.9% | +37.9% |
| 5Y | +21.2% | +13.0% | +8.2% | +8.6% |
| All | +356.3% | +130.0% | +226.3% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside HSY.
Daily Out/Under-Performance
Portfolio return minus HSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HSY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HSY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling